Estimation of a Copula when a Covariate Affects only Marginal Distributions (Q3460667): Difference between revisions

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Latest revision as of 06:57, 11 July 2024

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Estimation of a Copula when a Covariate Affects only Marginal Distributions
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    Estimation of a Copula when a Covariate Affects only Marginal Distributions (English)
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    8 January 2016
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    asymptotic representation
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    consistency
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    empirical copula process
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    random design
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    simplifying assumption
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    smoothing
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    weak convergence
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    nonparametric
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    parametric
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    location-scale models
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